addSeason2formula: Function that adds a sine-/cosine formula to an existing...

Description Usage Arguments Details Value Author(s) See Also Examples

Description

This function helps to construct a formula object that can be used in a call to hhh4 to model seasonal variation via a sum of sine and cosine terms.

Usage

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addSeason2formula(f = ~1, S = 1, period = 52, timevar = "t")

Arguments

f

formula that the seasonal terms should be added to, defaults to an intercept ~1.

S

number of sine and cosine terms. If S is a vector, unit-specific seasonal terms are created.

period

period of the season, defaults to 52 for weekly data.

timevar

the time variable in the model. Defaults to "t".

Details

The function adds the seasonal terms

sum_s gamma_s * sin(2*pi*s/period * t) + delta_s * cos(2*pi*s/period * t),

where gamma_s and delta_s are the unknown parameters and t, t = 1, 2, … denotes the time variable timevar, to an existing formula f.

Note that the seasonal terms can also be expressed as

γ_s sin(2*pi*s/period * t) + δ_s cos2*pi*s/period * t) = A_s sin(2*pi*s/period * t + ε_s)

with amplitude A_s=sqrt{γ_s^2 +δ_s^2} and phase difference \tan(ε_s) = δ_s / γ_s.

Value

Returns a formula with the seasonal terms added and its environment set to .GlobalEnv. Note that to use the resulting formula in hhh4, a time variable named as specified by the argument timevar must be available.

Author(s)

M. Paul, with contributions by S. Meyer

See Also

hhh4, fe, ri

Examples

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# add 2 sine/cosine terms to a model with intercept and linear trend
addSeason2formula(f = ~ 1 + t, S = 2)

# the same for monthly data
addSeason2formula(f = ~ 1 + t, S = 2, period = 12)

# different number of seasons for a bivariate time series
addSeason2formula(f = ~ 1, S = c(3, 1), period = 52)

jimhester/surveillance documentation built on May 19, 2019, 10:33 a.m.